+50.5%
IVZ vs PNR
+119.7%
-69.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.7% |
| 30D | -2.0% | +34.4% | -36.5% | -22.2% |
| 3M | -7.8% | +2.4% | -10.2% | -10.7% |
| 6M | +6.3% | -7.8% | +14.1% | +8.3% |
| YTD | +12.6% | -31.6% | +44.1% | +42.9% |
| 1Y | +27.6% | -33.6% | +61.3% | +65.8% |
| 3Y | +154.0% | +19.9% | +134.1% | +102.9% |
| 5Y | +37.3% | +0.8% | +36.5% | +22.8% |
| 10Y | +50.5% | +113.4% | -62.9% | -28.8% |
| All | +50.5% | +119.7% | -69.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling